+561.4%
PG vs UTHR
+7,364.6%
-6,803.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.7% | +2.8% | -5.5% | -2.8% |
| 30D | -1.5% | -2.3% | +0.7% | -1.5% |
| 3M | -3.4% | -7.4% | +4.0% | -3.1% |
| 6M | -7.0% | -6.0% | -1.0% | -6.8% |
| YTD | +2.0% | +3.4% | -1.4% | +1.7% |
| 1Y | -6.5% | +27.1% | -33.5% | -7.6% |
| 3Y | +1.2% | +123.8% | -122.6% | -3.1% |
| 5Y | +12.8% | +139.6% | -126.8% | +7.4% |
| 10Y | +117.7% | +320.0% | -202.3% | +100.4% |
| All | +561.4% | +7,364.6% | -6,803.2% | +397.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling